By rail
Local
From Barcelona, take a train from Barcelona Sants, Passeig de Gracia, or El Clot-Aragó. A round trip ticket on the express or, Media Distancia (formerly Catalunya Express prior to the separation of Renfe in to two entities) line costs ~28€ and takes 1:50 hours +/- depending on delays for construction of the high speed rail between Figueres and Barcelona, which currently can be anywhere from 5-45 minutes--plan accordingly through 2012. The local or, Regional costs ~21€ and takes around 2:10 hours. The local train station is located 10 minutes on foot from the museum with clear signs pointing the direction. If you get lost, everyone in town knows exactly where it is if you ask for 'Dalí'.
All trains from Barcelona also stop at Girona on their way to Figueres. From Girona, it is a difference of 10 minutes in travel time between the different lines, although the Regional is 25% cheaper.
High Speed
As of December 19th 2010, the TGV high speed rail system has opened to Perpignan from Figueres which allows direct service to Paris in approximately five and half hours. Some time in 2012, the AVE line to Barcelona (with a stop in Girona) will supposedly be completed and will allow high speed rail to other areas of Spain. Unfortunately, the "Figueres-Vilafant" station for the high speed lines is in the neighboring village of Vilafant which is approximately 2km from the center of Figueres, making it rather inconvenient for future travelers wishing to get to the sites in town without taking the connecting bus or a lengthy walk along non-scenic roads through the gypsy neighborhoods of the town.
By plane
One can fly to the Girona/Costa Brava Airport on any number of budget airlines (it is the Southern hub of Ryanair) and take a bus directly up to Figueres
